FinalPositionStatistics

API documentation for tradeexecutor.state.statistics.FinalPositionStatistics Python class in Trading Strategy framework.

class FinalPositionStatistics

Bases: object

When position is closed, its final statistics are calculated.

These statistics contain fields that is not present in open positions.

__init__(calculated_at, trade_count, value_at_open, value_at_max)

Parameters:

• calculated_at (datetime) –

• trade_count (int) –

• value_at_open (float) –

• value_at_max (float) –

Return type:

None

Methods

__init__(calculated_at, trade_count, ...)
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

calculated_at	Real-time clock when these stats were calculated
trade_count	How many trades we have made
value_at_open	How much was the first purchase
value_at_max	How much was we held at the maximum point of time

calculated_at: datetime

Real-time clock when these stats were calculated

trade_count: int

How many trades we have made

value_at_open: float

How much was the first purchase

value_at_max: float

How much was we held at the maximum point of time

__init__(calculated_at, trade_count, value_at_open, value_at_max)

Parameters:

• calculated_at (datetime) –

• trade_count (int) –

• value_at_open (float) –

• value_at_max (float) –

Return type:

None